I played Metro: Last Light yesterday for a few hours (didn't have more time, got through 6 of the first levels) and based on that, I can say it is not open world at all, but very much a "corridor shooter" with separate mission levels. You are pretty much on rails with some leeway on how to get through the level (sneak or gung ho, practically). However, despite that, I'm liking it quite a lot. It is very atmospheric and well done, IMO, and if you liked the previous Metro (I sure did), you should like this one as well. It is quite easy on Normal, though, so I recommend Hard difficulty (or Ranger mode if you've got it) for a better, more tense survival experience. Still too early to say much more.